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W e l c o m e
Welcome to the Home of the Open Java Trading System
The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop stock trading systems. It consists of four parts:
The project's aim is to provide a self contained pure Java
(platform independent) common infrastructure for developers of trading
systems. Some of the aspects which should be addressed are to provide
a common SQL92 compliant database schema for storing financial data,
common Java interfaces for how to interchange data between different
modules, visualisation of raw financial data and trading signals and
several other common aspects needed to create a final trading system.
Because of my job and family I do not find the time to improve OJTS any longer. I am continuing to update the links section below that will guide you to more active java open source projects in that area, though.
In fact as a consequence of my interest in the dynamics of stock markets I began a journey into the deeper details of national economics in order to understand currency exchange rates. This topic finally lead me to a deeper study of money in itself as the metric unit that we use in economics to measure "value", "success" or "utility". This topic turned out to be extremely interesting but at the same time it was very hard to find any information about how our monetary system works. Go around and ask people where money comes from, who creates it and what determines its value. You will notice that even the people who have a masters degree or Phd. in economics will not know these details. Oh, yes, they will answer in some cryptic technical terms, but they will not be able to draw a simple diagram that outlines the process.
H. G. Wells is reported to have said:
"To write of currency is generally recognised as an objectionable,
indeed almost an indecent, practice. Editors will implore the
writer almost tearfully not to write about money, not because it
is an uninteresting subject, but because it has always been a
profoundly disturbing one."
I suggest to any person living in a democratic society to
read about this topic. It affects our lives every day to an extent
that cannot be exagerated! In my opinion every citizen of a
democratic country on that world should know where our money is
coming from. Most likely you came to this web-site in order to
look for tools that help you in increasing your monetary
wealth. To understand the metric unit "money" (no matter if Dollar
or Euro) will be an important ingredient in your toolkit for
making money.
If you have little time and only can afford to read one single book about that subject then I suggest you read Wealth, Virtual Wealth and Debt by Frederick Soddy. I was able to buy a used copy via Amazon for $23.48, but there exists also an online version. You will need the DjVu plugin to read it. This book was published originally in 1929, but still describes the actual facts very well. Even if I do not agree with all conclusions of Frederick Soddy his work is enjoyably thought provoking and will lead you to ask the right questions.
If you have more time then I suggest you to read the following books
aswell, in the given order:
N e w s
Releases, Bugfixes and updated Documentation
| 2007-10-06 | Announced the suspension of active development and added references to information about our monetary systems (Dollar/Euro). |
| 2006-02-01 |
Added a links section to
other interesting java trading system projects. I am investigating on how to make OJTS more compatible to other java trading system efforts. |
| 2005-09-16 |
Investment and Trading System Documentation Project to be
found at ITSdoc.org. There is a new wiki available at ITSdoc.org focusing on the distribution of knowledge in the domain of investment and trading systems. The idea behind ITSdoc.org is to have a collaboration platform similar to wikipedia helping the community to share knowledge. |
| 2005-06-02 |
OpenJavaTradingSystem v0.13 released. Yesterday I released the Version 0.13 of the OpenJavaTradingSystem library. Among the new features are:
|
| 2005-01-29 | Currently there is not much development done, because I am upgrading my knowledge about bayesian networks. See for example the list of books on my web-site. Two very interesting projects to that respect are WEKA and BNJ. Soon I will continue development and I will start to integrate the first "intelligence" into the system. |
| 2004-12-04 | Today I put the first release in the files section of the sourceforge download area. Besides that I updated the manual to document the interactive usage of the project via the SISC Scheme layer. For the impatient here is a quickstart/screenshot section to get you going. |
D o c u m e n t a t i o n
Documents describing the internals of the project.
>>HTML
>>PDF
>>HTML
>>PDF
>>ITSdoc.org
T e c h n o l o g y
Third Party Building Blocks used in this project
The HSQLDB is the database engine shipped with the project so that you can immediately
start using the OJTS without installing a third party database. But if you plan to use
another SQL92 compliant database then this is a configuration option.
Castor is an Open Source data binding framework for
Java[tm]. It's the shortest path between Java objects, XML documents
and relational tables. Castor provides Java-to-XML binding,
Java-to-SQL persistence, and more.
Java doclet to generate both mapping and DDL files for Castor JDO and Castor XML.
From the TestMaker project only the implementation of the protocols like HTTP or HTTPS are used
for gathering data from the web.
The jCookie library is necessary for the TestMaker libraries to work.
The htmlparser library is used to extract the data from web resources.
ABCL (Armed Bear Common Lisp) is used to implement the algorithmic heart of the project
in the
ANSI Common Lisp
programming language.
JFreeChart is used for the visualisation of financial data as charts.
JSci - A science API for Java.
Joda Time replaces the original JDK Date and Time classes.
L i n k s
Links to other projects
L i c e n s e
Terms of use
The code of the project is licensed under the terms of the
LGPL
and all documentation that you find in this project are licensed under the terms of the
FDL.
>>Back to the project page.